statsmodels.distributions.copula.api.CopulaDistribution.rvs#

CopulaDistribution.rvs(nobs=1, cop_args=None, marg_args=None, rng=None)[source]#

Draw random samples from the joint (copula) distribution.

Parameters:

nobsint, optional: Number of samples to generate in the parameter space. Default is 1.
cop_argstuple, optional: Copula parameters. If None, then the copula parameters will be taken from the cop_args attribute created when initiializing the instance.
marg_argslist of tuples, optional: Parameters for the marginal distributions. It can be None if none of the marginal distributions have parameters, otherwise it needs to be a list of tuples with the same length has the number of marginal distributions. The list can contain empty tuples for marginal distributions that do not take parameter arguments.
rngint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional: If rng is None, a new Generator is created using fresh entropy from the operating system. If rng is an int or array of ints, a new Generator is created, seeded with rng. If rng is already a Generator or RandomState instance, that instance is used.
rngint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional: Deprecated since version 0.15: random_state has been deprecated. In-line with SPEC-007, use rng for passing a random number generator or seed.

Returns:

samplendarray of shape (nobs, k_vars): Sample from the joint distribution, with marginals transformed to the distributions in self.marginals.